When you go to the nursery, you can read their tags to see how much sun the like and then plant them together - at the moment, in a pot I've got thyme, oregano, coriander which all want full sun, and then basil which wants halfish sun so I've planted that behind the others.
I'm trying to remember to water these every day while they settle in (and until I get a saucer!), but my greatest success with herbs has been when they've been in a self watering pot.

You could even try bigger planters on a balcony/deck so it'd be close to the house - the bigger the pot the bigger and more established a plant can get, and I think the bigger they get the hardier they get.